Implementation of Broyden, Fletcher, Goldfarb and Shanno's (BFGS) quasi Newton's method in c++.
git clone [email protected]:gcjyzdd/BFGS.git
cd BFGS
chmod +x test.sh
./test.shIn the main.cpp, there is an example of applying BFGS to solve model predictive control.
To run the example, type
./bin/mpc_testThe result of MPC is shown below:
It takes 4.87416ms to solve MPC per run on my PC.
Eigen-3.3 or later.
Show a demo of comparison with the matlab example Swing-up Control of a Pendulum Using Nonlinear Model Predictive Control.